Volatility models for stock prices using deep learning and mixture models.
☆15Aug 20, 2022Updated 4 years ago
Alternatives and similar repositories for deep-volatility-models
Users that are interested in deep-volatility-models are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆17Nov 17, 2021Updated 4 years ago
- ☆12Apr 17, 2021Updated 5 years ago
- ☆21Nov 4, 2022Updated 3 years ago
- ☆12Dec 22, 2023Updated 2 years ago
- Final Project for FINM33150, University of Chicago, Regression Analysis and Quantitative Trading Strategies☆11Jul 7, 2021Updated 5 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Multivariate Volatility Models (ARCH) for stock prices and other time series☆20Sep 15, 2024Updated 2 years ago
- ☆13May 27, 2023Updated 3 years ago
- ☆12Dec 21, 2022Updated 3 years ago
- This repository is for my master's project, A Survey of Deep Learning Architectures for Algorithmic Cryptocurrency Trading, delivered on …☆10Nov 30, 2022Updated 3 years ago
- Vectorized quantile backtesting library☆15May 25, 2023Updated 3 years ago
- A scikit-learn compatible classifier to perform trade classification in Python.☆22Updated this week
- ☆15Apr 6, 2022Updated 4 years ago
- A log likelihood process for optimal entry / exit / stopping.☆14Jun 15, 2022Updated 4 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 9 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- An ulauncher extension to open your local git repositories with your favorite editor.☆10Jan 17, 2025Updated last year
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆42Jun 16, 2024Updated 2 years ago
- Bayesian Adaptive Spline Surfaces for flexible and automatic regression☆27Jun 16, 2026Updated 4 months ago
- Variance Gamma distribution (Python): pdf, cdf, rand and fit.☆11Mar 8, 2018Updated 8 years ago
- Multivariate Adaptive Regression Splines for Time Series Prediction☆20Jun 21, 2023Updated 3 years ago
- Library for stochastic process simulation☆14May 22, 2023Updated 3 years ago
- Quant finance scripts☆15Apr 13, 2025Updated last year
- Implementation of the Recurrent Implicit Quantile Networks (RIQNs), used as a baseline in the OOD detection in the anomalous RL benchmark☆14Oct 24, 2021Updated 5 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- 这是一个包含Zakamouline和WW两种期权对冲策略的项目☆19Apr 15, 2022Updated 4 years ago
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Jan 19, 2023Updated 3 years ago
- A library for Time-Series exploration, analysis & modelling.☆17Dec 10, 2020Updated 5 years ago
- Numerical Methods in Finance☆20Jun 8, 2018Updated 8 years ago
- ☆28Aug 26, 2024Updated 2 years ago
- Price options analytically given stock price characteristic function☆17Nov 4, 2015Updated 10 years ago
- FinanceGPT-B☆10Mar 26, 2024Updated 2 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆27Dec 26, 2022Updated 3 years ago
- Implementation of the Deep xVA Solver of Gnoatto, Picarelli and Reisinger (2020) https://arxiv.org/abs/2005.02633☆20Aug 6, 2020Updated 6 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- ☆18Apr 1, 2023Updated 3 years ago
- ☆25Dec 18, 2015Updated 10 years ago
- A self-updating awesome list of prediction markets, their data coverage, and tools - regenerated from structured data☆35Updated this week
- Implementation of "A deep solver for BSDEs with jumps"☆17Nov 14, 2024Updated last year
- Repository attached to the paper with the same name.☆21Jun 15, 2021Updated 5 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆34Jun 28, 2022Updated 4 years ago
- ☆10Updated this week